@data{jae.2022327.0708427386,
author = {Angelini, Giovanni and Bacchiocchi, Emanuele and Caggiano, Giovanni and Fanelli, Luca},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {uncertainty-across-volatility-regimes},
year = {2019},
version = {1},
url = {https://journaldata.zbw.eu/dataset/uncertainty-across-volatility-regimes},
doi = "10.15456/jae.2022327.0708427386" 
}